Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 0.49% | 100.78 % | 101.28 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,900 CHF | 506,400 CHF | 100.00% | 100.00% |
12/07/2024 | 0.49% | 100.77 % | 101.27 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,850 CHF | 506,350 CHF | 78.75% | 78.75% |
11/07/2024 | 0.49% | 100.77 % | 101.27 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,850 CHF | 506,350 CHF | 100.00% | 100.00% |
10/07/2024 | 0.50% | 100.76 % | 101.26 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,800 CHF | 506,300 CHF | 94.74% | 94.74% |
09/07/2024 | 0.50% | 100.76 % | 101.26 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,800 CHF | 506,300 CHF | 97.77% | 97.77% |
08/07/2024 | 0.50% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,750 CHF | 506,250 CHF | 99.76% | 99.76% |
05/07/2024 | 0.50% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,750 CHF | 506,250 CHF | 100.00% | 100.00% |
04/07/2024 | 0.50% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,750 CHF | 506,250 CHF | 98.25% | 98.25% |
03/07/2024 | 0.50% | 100.73 % | 101.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,650 CHF | 506,150 CHF | 100.00% | 100.00% |
02/07/2024 | 0.50% | 100.73 % | 101.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,650 CHF | 506,150 CHF | 100.00% | 100.00% |